NEWS.md

In vip: Variable Importance Plots

vip 0.4.1

Changed

• Minor tweaks to URLs and tests to pass CRAN checks.

vip 0.4.0

Changed

• This NEWS file now follows the Keep a Changelog format.

• Removed lifecycle badge from README file.

• The training data has to be explicitly passed in more cases when using vi_permute(), vi_shap(), and vi_firm().

• Raised R version dependency to >= 4.1.0 (the introduction of the native piper operator |>).

• The vi_permute function now relies on the yardstick package for compouting performance measures (e.g., RMSE and log loss); consequently, user-supplied metric functions now nned to conform to yardstick metric argument names.

• The var_fun argument in vi_firm() has been deprecated; use the new var_continuous and var_categorical instead.

• The explicit ice argument in vi_firm() has been removed; it was not really needed since it can be passed via the ... argument.

• Removed magrittr from imports; it's easy enough to just laod the package if you need it or use R's newer internal pipe operator.

• Tweaked examples.

• Tests based on fastshap now check to make sure it's available.

• Suppress loading of mixOmics in tests.

• Switched lifecycle badge from "maturing", which has been superseded, to "experimental."

• Fixed H2O URL in vi_model.R.

• Removed the unnecessary LazyData: true line from the DESCRIPTION file.

• Switched to using markdown syntax in roxygen2 comments.

Added

• vi_model() now supports lightgbm models. Thanks to @nipnipj for the suggestion (#146).

• The permutation importance method (i.e., function vi_permute()) now integrates with and uses yardstick performance metrics.

• list_metrics() gained an additional smaller_is_better column indicating whether or not the corresponding metric should be minimized (smaller_is_better = TRUE) or maximized (smaller_is_better = FALSE); thanks to @topedo. Additionally, all the column names are now in lower case.

• Added support for partial least squares via the mixOmics package (PR #129); thanks to @topedo.

• Added support for the workflows and parsnip packages from the tidymodels ecosystem (PR #128); thanks to @topedo.

• New pkgdown site and vignette based on our original R Journal article.

Removed

• Function add_sparklines() seems out of scope and has been removed.
• Function vint() also seems out of scope and is too slow to implement for most practical problems; for now, the function will likely live on in the moreparty package.

Fixed

• Fix model-based VI support for mlr, mlr3, parsnip, and workflows model fits.

vip 0.3.2

Miscellaneous

• Add tools/ to .Rbuildignore.

vip 0.3.1

Miscellaneous

• Change http://spark.rstudio.com/mlib/ to https://spark.rstudio.com/mlib/ in NEWS.md.

• Remove unnecessary codecov.yml file.

vip 0.3.0

User-visable changes

• Removed deprecated arguments from vip(); in particular, bar, width, alpha, color, fill, size, and shape. Users should instead rely on the mapping and aesthetics arguments; see ?vip::vip for details.

Bug fixes

• Fixed a couple bugs that occurred when using vi_model() with the glmnet package. In particular, we added a new lamnda parameter for specifying the value of the penalty term to use when extracting the estimated coefficients. This is equivalent to the s argument in glmnet::coef(); the name lambda was chosen to not conflict with other arguments in vi(). Additionally, vi_model() did not return the absolute value of the estimated coefficients for glmnet models like advertised, but is now fixed in this version (#103).

Miscellaneous

• Switched from Travis-CI to GitHub Actions for continuous integration.

• Added a CITATION file and PDF-based vignette based off of the published article in The R Journal (#109).

• Switch from tibble::as.tibble()---which was deprecated in tibble 2.0.0---to tibble::as_tibble() in a few function calls (#101).

vip 0.2.2

User-visible changes

• The Importance column from vi_model() no longer contains "inner" names; in accordance with breaking changes in tibble 3.0.0.

vip 0.2.1

Enhancements

• Added support for SHAP-based feature importance which makes use of the recent fastshap package on CRAN. To use, simply call vi() or vip() and specify method = "shap", or you can just call vi_shap() directly (#87).

• Added support for the parsnip, mlr, and mlr3 packages (#94).

• Added support for "mvr" objects from the pls package (currently just calls caret::varImp()) (#35).

• The "lm" method for vi_model() gained a new type argument that allows users to use either (1) the raw coefficients if the features were properly standardized (type = "raw"), or (2) the absolute value of the corresponding t- or z-statistic (type = "stat", the default) (#77).

• New function gen_friedman() for simulating data from the Friedman 1 benchmark problem; see ?vip::gen_friedman for details.

User-visible changes

• The vi_pdp() and vi_ice() functions have been deprecated and merged into a single new function called vi_firm(). Consequently, setting method = "pdp" and method = "ice" has also been deprecated; use method = "firm" instead.

• The metric and pred_wrapper arguments to vi_permute() are no longer optional.

• The vip() function gained a new argument, geom, for specifying which type of plot to construct. Current options are geom = "col" (the default), geom = "point", geom = "boxplot", or geom = "violin" (the latter two only work for permutation-based importance with nsim > 1) (#79). Consequently, the bar argument has been removed.

• The vip() function gained two new arguments for specifying aesthetics: mapping and aesthetics (for fixed aesthetics like color = "red"). Consequently, the arguments color, fill, etc. have been removed (#80).

An example illustrating the above two changes is given below:

# Load required packages
library(ggplot2)  # for `aes_string()` function

# Load the sample data
data(mtcars)

# Fit a linear regression model
model <- lm(mpg ~ ., data = mtcars)

# Construct variable importance plots
p1 <- vip(model)
p2 <- vip(model, mapping = aes_string(color = "Sign"))
p3 <- vip(model, type = "dotplot")
p4 <- vip(model, type = "dotplot", mapping = aes_string(color = "Variable"),
          aesthetics = list(size = 3))
grid.arrange(p1, p2, p3, p4, nrow = 2)

• The vip() function gained a new argument, include_type, which defaults to FALSE. If TRUE, the type of variable importance that was computed is included in the appropriate axis label. Set include_type = TRUE to revert to the old behavior.

Miscellaneous

• Removed dependency on ModelMetrics and the built-in family of performance metrics (metric_*()) are now documented and exported. See, for example, ?vip::metric_rmse (#93).

• Switched to the tinytest framework (#82).

• Minor documentation improvements.

Bug fixes

• The internal (i.e., not exported) get_feature_names() function does a better job with "nnet" objects containing factors. It also does a better job at extracting feature names from model objects containing a "formula" component.

• vi_model() now works correctly for "glm" objects with non-Gaussian families (e.g., logistic regression) (#74).

• Added appropriate sparklyr version dependency (#59).

vip 0.1.3

New functions

• Removed warnings from experimental functions.

• vi_permute() gained a type argument (i.e., type = "difference" or type = "ratio"); this argument can be passed via vi() or vip() as well.

• add_sparklines() creates an HTML widget to display variable importance scores with a sparkline representation of each features effect (i.e., its partial dependence function) (#64).

• Added support for the Olden and Garson algorithms with neural networks fit using the neuralnet, nnet, and RSNNS packages (#28).

• Added support for GLMNET models fit using the glmnet package (with and without cross-validation).

Breaking changes

• The pred_fun argument in vi_permute() has been changed to pred_wrapper.

• The FUN argument to vi(), vi_pdp(), and vi_ice() has been changed to var_fun.

• Only the predicted class probabilities for the reference class are required (as a numeric vector) for binary classification when metric = "auc" or metric = "logloss".

Minor changes

• vi_permute() gained a new logical keep argument. If TRUE (the default), the raw permutation scores from all nsim repetitions (provided nsim > 1) will be stored in an attribute called "raw_scores".

• vip() gained new logical arguments all_permutations and jitter which help to visualize the raw permutation scores for all nsim repetitions (provided nsim > 1).

• You can now pass a type argument to vi_permute() specifying how to compare the baseline and permuted performance metrics. Current choices are "difference" (the default) and "ratio".

• Improved documentation (especially for vi_permute() and vi_model()).

• Results from vi_model(), vi_pdp(), vi_ice(), and vi_permute() now have class "vi", making them easier to plot with vip().

vip 0.1.2

• Added nsim argument to vi_permute() for reducing the sampling variability induced by permuting each predictor (#36).

• Added sample_size and sample_frac arguments to vi_permute() for reducing the size of the training sample for every Monte Carlo repetition (#41).

• Greatly improved the documentation for vi_model() and the various objects it supports.

• New argument rank, which defaults to FALSE, available in vi() (#55).

• Added support for Spark (G)LMs.

• vi() is now a generic which makes adding new methods easier (e.g., to support DataRobot models).

• Bug fixes.

vip 0.1.1

• Fixed bug in get_feature_names.ranger() s.t. it never returns NULL; it either returns the feature names or throws an error if they cannot be recovered from the model object (#43).

• Added pkgdown site: https://github.com/koalaverse/vip.

• Changed truncate_feature_names argument of vi() to abbreviate_feature_names which abbreviates all feature names, rather than just truncating them.

• Added CRAN-related badges (#32).

• New generic vi_permute() for constructing permutation-based variable importance scores (#19).

• Fixed bug and unnecessary error check in vint() (#38).

• New vignette on using vip with unsupported models (using the Keras API to TensorFlow as an example).

• Added basic sparklyr support.

vip 0.1.0

• Added support for XGBoost models (i.e., objects of class "xgb.booster").

• Added support for ranger models (i.e., objects of class "ranger").

• Added support for random forest models from the party package (i.e., objects of class "RandomForest").

• vip() gained a new argument, num_features, for specifying how many variable importance scores to plot. The default is set to 10.

• . was changed to _ in all argument names.

• vi() gained three new arguments: truncate_feature_names (for truncating feature names in the returned tibble), sort (a logical argument specifying whether or not the resulting variable importance scores should be sorted), and decreasing (a logical argument specifying whether or not the variable importance scores should be sorted in decreasing order).

• vi_model.lm(), and hence vi(), contains an additional column called Sign that contains the sign of the original coefficients (#27).

• vi() gained a new argument, scale, for scaling the variable importance scores so that the largest is 100. Default is FALSE (#24).

• vip() gained two new arguments, size and shape, for controlling the size and shape of the points whenever bar = FALSE (#9).

• Added support for "H2OBinomialModel", "H2OMultinomialModel", and, "H2ORegressionModel" objects (#8).

vip 0.0.1

• Initial release.

vip documentation built on Aug. 21, 2023, 5:12 p.m.